The volatility dynamics of spot and futures gold prices : evidence from Russia
Year of publication: |
September 2016
|
---|---|
Authors: | Kirkulak-Uludag, Berna ; Lkhamazhapov, Zorikto |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 38.2016, p. 474-484
|
Subject: | Long memory | Structural Breaks | Volatility spillover effect | Gold | Russia | Volatilität | Volatility | Russland | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Preis | Price |
-
Volatility dynamics of precious metals : evidence from Russia
Kirkulak-Uludag, Berna, (2017)
-
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud, (2015)
-
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud, (2015)
- More ...
-
The Volatility Dynamics of Spot and Futures Gold Prices : Evidence from Russia
Kirkulak-Uludag, Berna, (2016)
-
Volatility dynamics of precious metals : evidence from Russia
Kirkulak-Uludag, Berna, (2017)
-
Long memory and structural breaks in the returns and volatility of gold: evidence from Turkey
Uludag, Berna Kirkulak, (2014)
- More ...